FTSL · Expected Move
First Trust Senior Loan Fund ETF · ETF
The expected move for FTSL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FTSL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FTSL Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to FTSL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FTSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251121 | $1.55 | $1.55 | — | — |
| 20251120 | $1.58 | $1.58 | — | — |
| 20251119 | $1.60 | $1.60 | — | — |
| 20251118 | $1.60 | $1.60 | — | — |
| 20251117 | $1.60 | $1.60 | — | — |
| 20251114 | $1.58 | $1.58 | 56.2% | 100% |
| 20251113 | $1.60 | $1.60 | 36.3% | 100% |
| 20251112 | $1.60 | $1.60 | 35.3% | 99% |
| 20251111 | $1.60 | $1.60 | 35.5% | 100% |
| 20251110 | $1.62 | $1.62 | 31.2% | 85% |
| 20251107 | $1.62 | $1.62 | 28.5% | 75% |
| 20251106 | $1.62 | $1.62 | 27.6% | 72% |
| 20251105 | $1.65 | $1.65 | 26.6% | 68% |
| 20251104 | $1.65 | $1.65 | 25.8% | 65% |
| 20251103 | $1.65 | $1.65 | 25.7% | 65% |
| 20251031 | $1.65 | $1.65 | 24.0% | 59% |
| 20251030 | $1.65 | $1.65 | 23.6% | 57% |
| 20251029 | $1.65 | $1.65 | 23.1% | 55% |
| 20251028 | $1.65 | $1.65 | 22.2% | 52% |
| 20251027 | $1.67 | $1.67 | 21.2% | 48% |
| 20251024 | $1.70 | $1.70 | 19.8% | 43% |
| 20251023 | $1.70 | $1.70 | 19.2% | 41% |
| 20251022 | $0.00 | $0.00 | 19.5% | 42% |
| 20251021 | $1.70 | $1.70 | 19.2% | 41% |
| 20251020 | $1.80 | $1.80 | 17.3% | 34% |
| 20251017 | $1.80 | $1.80 | 16.8% | 33% |
| 20251016 | $1.83 | $1.83 | 16.8% | 32% |
| 20251015 | $1.80 | $1.80 | 10.8% | 10% |
| 20251014 | $1.83 | $1.83 | 9.8% | 7% |
| 20251013 | $1.83 | $1.83 | 9.5% | 6% |
| 20251010 | $1.77 | $1.77 | 9.4% | 6% |
| 20251009 | $1.77 | $1.77 | 11.5% | 13% |
| 20251008 | $1.77 | $1.77 | 11.3% | 12% |
| 20251007 | $1.75 | $1.75 | 11.6% | 13% |
| 20251006 | $1.75 | $1.75 | 11.4% | 13% |
| 20251003 | $1.77 | $1.77 | 10.6% | 10% |
| 20251002 | $1.77 | $1.77 | 10.6% | 10% |
| 20251001 | $1.75 | $1.75 | 10.9% | 11% |
| 20250930 | $1.77 | $1.77 | 11.2% | 12% |
| 20250929 | $1.75 | $1.75 | 11.3% | 12% |
| 20250926 | $1.77 | $1.77 | 12.4% | 16% |
| 20250925 | $1.75 | $1.75 | 14.2% | 23% |
| 20250924 | $1.77 | $1.77 | 9.0% | 4% |
| 20250923 | $1.77 | $1.77 | 8.5% | 2% |
| 20250922 | $1.77 | $1.77 | 8.5% | 2% |
| 20250919 | $1.80 | $1.80 | — | — |
| 20250918 | $1.80 | $1.80 | — | — |
| 20250917 | $1.82 | $1.82 | — | — |
| 20250916 | $1.82 | $1.82 | — | — |
| 20250915 | $1.80 | $1.80 | — | — |
| 20250912 | $1.82 | $1.82 | — | — |
| 20250911 | $1.85 | $1.85 | — | — |
| 20250910 | $1.85 | $1.85 | — | — |
| 20250909 | $1.85 | $1.85 | — | — |
| 20250908 | $2.10 | $2.10 | — | — |
| 20250905 | $1.88 | $1.88 | — | — |
| 20250904 | $1.88 | $1.88 | — | — |
| 20250903 | $1.88 | $1.88 | — | — |
| 20250902 | $2.10 | $2.10 | — | — |
| 20250829 | $1.88 | $1.88 | — | — |
More on FTSL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.